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what is your pointvalue?
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On 16/06/06, sslack88 <jzzpiano88@xxxxxxxxxxx> wrote:
> This is a futures backtest. Only one contract per position.
> Commissions is set to zero. The tick size is set to .01 and round
> lot size is set to 1. However, changing these numbers doesn't seem
> to change the Profit per trade outcome. Any other ideas/suggestions?
>
> Thanks in advance,
> Steve
>
> --- In amibroker@xxxxxxxxxxxxxxx, "TH" <MagicTH@xxx> wrote:
> >
> > Multiplier on symbol, what is this, the number of shares? What
> have you set
> > your commission to? Commissions are subtracted from p/l. If your
> multiplier
> > is not #shares (since you show $250) are you talking about
> futures? What
> > have you set Tick Size and Round Lot Size to?
> >
> > I and many other have checked the back-tester many times. No one
> has ever
> > found an error.
> >
> > -----Original Message-----
> > From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
> On Behalf
> > Of sslack88
> > Sent: Wednesday, June 14, 2006 11:53 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Profit calculation errors in backtest report
> >
> > After creating a backtest I was looking at the profit calculation
> on
> > the backtest report. I have noticed a lot of profit calculations
> > being off by +/- $0.01 or $0.02. It seems like a rounding error,
> or
> > decimal place error.
> >
> > Entry was 607.08
> > Exit was 606.65
> >
> > Difference is -0.43
> >
> > Multiplier on Symbol is $250
> >
> > Profit should be (250 * -0.43) = -107.50
> >
> > However, the profit is showing -107.48
> >
> > What is the issue with this?
> >
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
>
>
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
>
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